+279.6%
DIA vs RUN
-31.9%
+311.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.2% | +1.3% | -1.4% | -0.3% |
| 30D | -1.5% | -15.3% | +13.7% | -0.4% |
| 3M | +3.8% | -40.0% | +43.8% | +7.4% |
| 6M | +10.3% | -27.0% | +37.2% | +12.0% |
| YTD | +12.1% | -51.7% | +63.8% | +16.3% |
| 1Y | +18.6% | -45.9% | +64.5% | +21.3% |
| 3Y | +60.6% | -43.8% | +104.4% | +49.4% |
| 5Y | +64.4% | -80.5% | +144.9% | +60.3% |
| 10Y | +250.1% | +45.3% | +204.8% | +161.9% |
| All | +279.6% | -31.9% | +311.5% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling